Description

This analysis provides a forecast of ETC prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-02-09 13.716596 15.696376 17.831892 20.302942 23.079679 26.099655 29.628932
2025-02-16 10.675208 13.328116 16.414906 20.256975 24.894900 30.295836 37.043621
2025-02-23 9.113289 12.036057 15.605886 20.259037 26.133063 33.268063 42.553297
2025-03-02 8.027068 11.145389 15.121113 20.517370 27.599538 36.520264 48.541121
2025-03-09 7.117004 10.327691 14.578326 20.554667 28.666049 39.206392 53.837669
2025-03-16 6.292124 9.514486 13.932440 20.349189 29.330266 41.336025 58.454866
2025-03-23 5.730821 8.996772 13.618745 20.531207 30.476028 44.109341 64.016193
2025-03-30 5.388800 8.753652 13.654532 21.180151 32.277549 47.836654 71.039616
2025-04-06 4.868279 8.184689 13.156373 20.994382 32.838812 49.817752 75.668303
2025-04-13 4.207566 7.329616 12.150929 19.959428 32.056855 49.792348 77.364888
2025-04-20 3.970925 7.128413 12.127987 20.410215 33.511017 53.079116 84.031102
2025-04-27 3.749198 6.928604 12.085601 20.815569 34.901056 56.316025 90.748088
2025-05-04 3.424234 6.530311 11.701136 20.660591 35.426221 58.303123 95.730391
2025-05-11 3.107364 6.115964 11.256391 20.371661 35.712727 59.927525 100.225255
2025-05-18 2.889524 5.856339 11.048770 20.454611 36.592341 62.501152 106.292757
2025-05-25 2.716534 5.662208 10.937180 20.687755 37.723982 65.516340 113.181077
2025-06-01 2.531192 5.426191 10.730495 20.734537 38.531396 68.026692 119.342670
2025-06-08 2.326844 5.132963 10.395375 20.524377 38.873464 69.769660 124.299689
2025-06-15 2.193833 4.968719 10.284740 20.708843 39.906864 72.700276 131.334513
2025-06-22 2.129693 4.939068 10.425063 21.362499 41.804095 77.169717 141.133205
2025-06-29 1.970124 4.694235 10.130743 21.175402 42.162907 78.998066 146.484222
2025-07-06 1.730799 4.254066 9.416714 20.132323 40.881811 77.895387 146.701973
2025-07-13 1.668664 4.197763 9.469322 20.586650 42.416255 81.825802 155.874552